ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 16-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
128-040 |
127-095 |
-0-265 |
-0.6% |
128-075 |
| High |
128-090 |
127-145 |
-0-265 |
-0.6% |
128-095 |
| Low |
127-055 |
127-035 |
-0-020 |
0.0% |
127-115 |
| Close |
127-090 |
127-035 |
-0-055 |
-0.1% |
128-035 |
| Range |
1-035 |
0-110 |
-0-245 |
-69.0% |
0-300 |
| ATR |
0-215 |
0-208 |
-0-008 |
-3.5% |
0-000 |
| Volume |
27,007 |
13,132 |
-13,875 |
-51.4% |
99,253 |
|
| Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-082 |
128-008 |
127-096 |
|
| R3 |
127-292 |
127-218 |
127-065 |
|
| R2 |
127-182 |
127-182 |
127-055 |
|
| R1 |
127-108 |
127-108 |
127-045 |
127-090 |
| PP |
127-072 |
127-072 |
127-072 |
127-062 |
| S1 |
126-318 |
126-318 |
127-025 |
126-300 |
| S2 |
126-282 |
126-282 |
127-015 |
|
| S3 |
126-172 |
126-208 |
127-005 |
|
| S4 |
126-062 |
126-098 |
126-294 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-235 |
130-115 |
128-200 |
|
| R3 |
129-255 |
129-135 |
128-118 |
|
| R2 |
128-275 |
128-275 |
128-090 |
|
| R1 |
128-155 |
128-155 |
128-062 |
128-065 |
| PP |
127-295 |
127-295 |
127-295 |
127-250 |
| S1 |
127-175 |
127-175 |
128-008 |
127-085 |
| S2 |
126-315 |
126-315 |
127-300 |
|
| S3 |
126-015 |
126-195 |
127-272 |
|
| S4 |
125-035 |
125-215 |
127-190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-090 |
127-035 |
1-055 |
0.9% |
0-175 |
0.4% |
0% |
False |
True |
14,319 |
| 10 |
128-190 |
127-035 |
1-155 |
1.2% |
0-173 |
0.4% |
0% |
False |
True |
36,026 |
| 20 |
129-285 |
127-035 |
2-250 |
2.2% |
0-219 |
0.5% |
0% |
False |
True |
782,459 |
| 40 |
129-285 |
126-040 |
3-245 |
3.0% |
0-208 |
0.5% |
26% |
False |
False |
892,180 |
| 60 |
129-285 |
124-290 |
4-315 |
3.9% |
0-220 |
0.5% |
44% |
False |
False |
992,029 |
| 80 |
129-285 |
124-145 |
5-140 |
4.3% |
0-224 |
0.5% |
49% |
False |
False |
1,088,231 |
| 100 |
129-285 |
124-145 |
5-140 |
4.3% |
0-227 |
0.6% |
49% |
False |
False |
878,338 |
| 120 |
129-285 |
124-145 |
5-140 |
4.3% |
0-206 |
0.5% |
49% |
False |
False |
732,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-292 |
|
2.618 |
128-113 |
|
1.618 |
128-003 |
|
1.000 |
127-255 |
|
0.618 |
127-213 |
|
HIGH |
127-145 |
|
0.618 |
127-103 |
|
0.500 |
127-090 |
|
0.382 |
127-077 |
|
LOW |
127-035 |
|
0.618 |
126-287 |
|
1.000 |
126-245 |
|
1.618 |
126-177 |
|
2.618 |
126-067 |
|
4.250 |
125-208 |
|
|
| Fisher Pivots for day following 16-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-090 |
127-222 |
| PP |
127-072 |
127-160 |
| S1 |
127-053 |
127-098 |
|